Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-10.70%
3 year
2.56%
5 year
-0.07%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
81 months through March 31, 2026Volatility (ann.)
14.95%
Sharpe
-0.32
Sortino
-0.43
Max drawdown
-31.10%
Best month
15.64%
Worst month
-12.73%
Beta vs VTSAX
0.99
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.